+28.5%
DECK vs PTC
+43.5%
-15.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.6% | +5.4% | +5.7% |
| 7D | +10.4% | +0.1% | +10.3% | +10.3% |
| 30D | +11.1% | +1.5% | +9.6% | +10.4% |
| 3M | -10.8% | +37.8% | -48.5% | -24.1% |
| 6M | -8.7% | +41.2% | -50.0% | -24.7% |
| YTD | -14.0% | +12.0% | -26.1% | -19.9% |
| 1Y | +12.0% | +1.6% | +10.4% | +10.1% |
| 3Y | -10.5% | +32.3% | -42.8% | -28.0% |
| 5Y | +28.5% | +61.4% | -32.9% | -11.9% |
| All | +28.5% | +43.5% | -15.0% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling